Heres a runthrough. I patched up to 2.22, and it previously ran on 2.21. It loads, then says its verifing game files. (Empires 2.22 and The Orange Box) It just closes after that. Nothing else. Im also wondering how to uninstall so I can redo everything and down-patch back to 2.21.
To uninstall Empires, delete the Empires folder in your Steam/Steamapps/Sourcemods/ folder. Then follow the instructions on This page. I advise you to install the V2.22 patch, as you will most likely encounter problems playnig on updated servers with any older version. You may not even be able to connect to the servers at all.